NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 3.703 3.660 -0.043 -1.2% 3.632
High 3.768 3.739 -0.029 -0.8% 4.162
Low 3.613 3.533 -0.080 -2.2% 3.596
Close 3.641 3.541 -0.100 -2.7% 3.674
Range 0.155 0.206 0.051 32.9% 0.566
ATR 0.234 0.232 -0.002 -0.9% 0.000
Volume 84,207 85,391 1,184 1.4% 539,703
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.222 4.088 3.654
R3 4.016 3.882 3.598
R2 3.810 3.810 3.579
R1 3.676 3.676 3.560 3.640
PP 3.604 3.604 3.604 3.587
S1 3.470 3.470 3.522 3.434
S2 3.398 3.398 3.503
S3 3.192 3.264 3.484
S4 2.986 3.058 3.428
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.509 5.157 3.985
R3 4.943 4.591 3.830
R2 4.377 4.377 3.778
R1 4.025 4.025 3.726 4.201
PP 3.811 3.811 3.811 3.899
S1 3.459 3.459 3.622 3.635
S2 3.245 3.245 3.570
S3 2.679 2.893 3.518
S4 2.113 2.327 3.363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.090 3.533 0.557 15.7% 0.217 6.1% 1% False True 96,241
10 4.162 3.459 0.703 19.9% 0.256 7.2% 12% False False 96,387
20 4.162 3.400 0.762 21.5% 0.252 7.1% 19% False False 79,119
40 4.624 3.366 1.258 35.5% 0.210 5.9% 14% False False 50,484
60 4.716 3.366 1.350 38.1% 0.231 6.5% 13% False False 38,574
80 4.830 3.366 1.464 41.3% 0.216 6.1% 12% False False 30,327
100 4.858 3.366 1.492 42.1% 0.203 5.7% 12% False False 24,686
120 4.860 3.366 1.494 42.2% 0.201 5.7% 12% False False 20,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.615
2.618 4.278
1.618 4.072
1.000 3.945
0.618 3.866
HIGH 3.739
0.618 3.660
0.500 3.636
0.382 3.612
LOW 3.533
0.618 3.406
1.000 3.327
1.618 3.200
2.618 2.994
4.250 2.658
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 3.636 3.692
PP 3.604 3.642
S1 3.573 3.591

These figures are updated between 7pm and 10pm EST after a trading day.

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